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Marco Raberto

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This is information that was supplied by Marco Raberto in registering through RePEc. If you are Marco Raberto , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marco
Middle Name:
Last Name: Raberto
Suffix:

RePEc Short-ID: pra66

Email:
Homepage:
Postal Address: Dr. Marco Raberto DIME - University of Genoa Via Opera Pia 15 I-16145 Genova, Italy
Phone: +39 010 3532028

Affiliation

Centro Interdisciplinario in Economia e Finanza (CINEF)
Università degli Studi di Genova
Location: Genova, Italy
Homepage: http://www.cinef.org/
Email:
Phone: +39 0103532080
Fax: +39 0103532290
Postal: Via Opera 11a, 16145 Genova
Handle: RePEc:edi:cinefit (more details at EDIRC)

Works

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Working papers

  1. Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco, 2013. "Housing market bubbles and business cycles in an agent-based credit economy," Economics Discussion Papers 2013-32, Kiel Institute for the World Economy.
  2. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012. "Macroprudential policies in an agent-based artificial economy," Working Papers 2012/05, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. Linda Ponta & Enrico Scalas & Marco Raberto & Silvano Cincotti, 2012. "Modeling non-stationarities in high-frequency financial time series," Papers 1212.0479, arXiv.org, revised Mar 2013.
  4. Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012. "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers 2012/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  5. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy.
  6. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2011. "The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach," Working Papers 2011/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  7. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics Discussion Papers 2010-4, Kiel Institute for the World Economy.
  8. Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti, 2006. "Duopolistic competition in an electricity markets with heterogeneous cost functions," Computing in Economics and Finance 2006 412, Society for Computational Economics.
  9. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005. "Anomalous waiting times in high-frequency financial data," Papers physics/0505210, arXiv.org.
  10. Marco Raberto & Andrea Teglio, 2005. "A dynamic model of a monetary production economy under the disequilibrium economics approach," Computing in Economics and Finance 2005 320, Society for Computational Economics.
  11. Marco Raberto & Silvano Cincotti, 2004. "Multi-agent modeling and simulation of a sequential monetary production economy," Computing in Economics and Finance 2004 260, Society for Computational Economics.
  12. Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004. "Volatility in the Italian Stock Market: An Empirical Study," Finance 0411006, EconWPA.
  13. Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004. "Waiting-times and returns in high-frequency financial data: an empirical study," Finance 0411014, EconWPA.
  14. Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004. "Fractional calculus and continuous-time finance II: the waiting- time distribution," Finance 0411008, EconWPA.
  15. Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 2004. "Correlations in the Bond–Future Market," Finance 0411005, EconWPA.
  16. Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
  17. Marco Raberto & Silvano Cincotti & Sergio M. Focardi & Michele Marchesi, 2001. "Agent-based simulation of a financial market," Papers cond-mat/0103600, arXiv.org, revised Mar 2001.
  18. Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000. "The waiting-time distribution of LIFFE bond futures," Papers cond-mat/0012497, arXiv.org.
  19. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000. "Learning short-option valuation in the presence of rare events," Papers cond-mat/0001253, arXiv.org.

Articles

  1. Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013. "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer, vol. 8(1), pages 57-74, April.
  2. Ehsan Shafiei & Hlynur Stefansson & Eyjolfur Ingi Asgeirsson & Brynhildur Davidsdottir & Marco Raberto, 2013. "Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility," Transport Reviews, Taylor & Francis Journals, vol. 33(1), pages 44-70, January.
  3. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012. "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(27), pages 1-49.
  4. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012. "Macroprudential Policies in an Agent-Based Artificial Economy," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 205-234.
  5. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2012. "The Impact Of Banks' Capital Adequacy Regulation On The Economic System: An Agent-Based Approach," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(su), pages 1250040-1-1.
  6. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012. "Reply to Comments," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 50a-52a.
  7. Marco Raberto, 2012. "Editorial — Managing Financial Instability In Capitalist Economies," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(su), pages 1203005-1-1.
  8. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 4(26), pages 1-32.
  9. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008. "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Society for Computational Economics, vol. 32(1), pages 147-162, September.
  10. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2006. "A general equilibrium model of a production economy with asset markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 75-80.
  11. Raberto, Marco & Cincotti, Silvano, 2005. "Modeling and simulation of a double auction artificial financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 34-45.
  12. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004. "Anomalous waiting times in high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 695-702.
  13. Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco, 2003. "Who wins? Study of long-run trader survival in an artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 227-233.
  14. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Society for Computational Economics, vol. 22(2), pages 255-272, October.
  15. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
  16. Raberto, Marco & Cincotti, Silvano & Focardi, Sergio M. & Marchesi, Michele, 2001. "Agent-based simulation of a financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 319-327.
  17. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
  18. Cuniberti, Gianaurelio & Raberto, Marco & Scalas, Enrico, 1999. "Correlations in the bond-future market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 90-97.
  19. Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo, 1999. "Volatility in the Italian stock market: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 148-155.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-11-07 2012-02-27
  2. NEP-BEC: Business Economics (2) 2012-01-25 2012-01-25
  3. NEP-CBA: Central Banking (2) 2005-11-19 2011-08-22
  4. NEP-CBE: Cognitive & Behavioural Economics (1) 2011-08-22
  5. NEP-CMP: Computational Economics (6) 2004-08-02 2005-04-16 2010-02-05 2011-08-22 2012-02-27 2013-06-24. Author is listed
  6. NEP-ECM: Econometrics (1) 2012-12-10
  7. NEP-ETS: Econometric Time Series (2) 2004-11-22 2012-12-10
  8. NEP-FIN: Finance (4) 2004-11-22 2004-11-22 2004-11-22 2004-11-22. Author is listed
  9. NEP-MAC: Macroeconomics (6) 2004-08-02 2005-04-16 2005-11-19 2010-02-05 2011-08-22 2013-06-24. Author is listed
  10. NEP-MON: Monetary Economics (3) 2004-08-02 2005-11-19 2010-02-05
  11. NEP-MST: Market Microstructure (1) 2012-12-10
  12. NEP-REG: Regulation (2) 2011-11-07 2012-02-27
  13. NEP-RMG: Risk Management (1) 2012-02-27
  14. NEP-URE: Urban & Real Estate Economics (1) 2013-06-24

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